Attempting to set a progressive JPEG file as a background image (after loading all appropriate modules and setting video mode, of course) results in the following message:

I'd like progressive JPEGs to be supported. Failing that, I'd like a more informative error message.

Speaking of the latter, I noticed that the string "invalid argument" appears as an error message in seven different places in GRUB source code. The vagueness of this message is not helpful to anyone who wishes to investigate the source of it.